Abstract
In this paper, we consider mathematical problems with complementarity constraints. To solve it, we propose a penalization approach based on concave and nondecreasing functions. We give the link between the penalized problem and our original problem. This approach was already used in [3]. The main difference is that, we do not use any constraint qualification assumption. Some numerical results are presented to show the validity of this approach.
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Abdallah, L., Migot, T., Haddou, M. (2020). Solving Mathematical Programs with Complementarity Constraints with a Penalization Approach. In: Le Thi, H., Le, H., Pham Dinh, T. (eds) Optimization of Complex Systems: Theory, Models, Algorithms and Applications. WCGO 2019. Advances in Intelligent Systems and Computing, vol 991. Springer, Cham. https://doi.org/10.1007/978-3-030-21803-4_24
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